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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Time series analysis of export demand equations : a cross-country analysis
Senhadji-Semlali, Abdel, (1999)
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric, (1995)
The effects of rate regulation on mean returns and non-diversifiable risk : the case of cable television
Havenner, Arthur, (2001)
Improved estimates of the parameters of state space time series models
Havenner, Arthur, (1996)
The Effects of Rate Regulation on Mean Returns and Non-Diversifiable Risk : The Case of Cable Television